+343.1%
KMB vs GME
+1,450.5%
-1,107.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.8% | -1.9% |
| 7D | +0.5% | +3.7% | -3.2% | +0.4% |
| 30D | +12.4% | +2.2% | +10.2% | +12.3% |
| 3M | +1.0% | +30.6% | -29.6% | +0.3% |
| 6M | +12.1% | -0.2% | +12.3% | +12.1% |
| YTD | +11.6% | +25.1% | -13.5% | +10.9% |
| 1Y | +13.1% | +17.7% | -4.5% | +12.5% |
| 3Y | +1.6% | +85.7% | -84.1% | -3.2% |
| 5Y | -0.3% | -52.9% | +52.6% | -3.3% |
| 10Y | +37.9% | +504.9% | -467.0% | -4.5% |
| All | +343.1% | +1,450.5% | -1,107.3% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling